You can downvote me as much as you want, but every government's job is to ensure the best for its people and then and only then help others. And because gas prices have tripled/quadrupled for political reasons only, I consider this a failure of all EU governments towards their citizens.
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A government that ceases to exist (eg. by being conquered) fails to do anything at all, let alone what is best for its citizens.
This is almost a tautology, because eg. try to make a "list of governments that do not exist".
(see also: https://en.wikipedia.org/wiki/Night-watchman_state for a view on the absolute minimal requirements for a workable state.)
By buying energy from adversaries you fund their activities against your own government. This compromises the primary duty by weakening your government in the long term.
Russia had been a "bad neighbour" for over two decades now. In terms of energy policy, worse than Soviet Union (there's reasonable argument that they traded on relatively stellar reputation soviets made when it came to energy supply to the West).
Cheap energy is not everything, and I do not mean here some nebulous (to some) concepts of decency and honour. I mean physical and political safety of the citizens. Several EU countries border Russia. All of them have history when it comes to Russian nationalism (which coincidentally is pretty big in Russian government). And Russians aren't quiet with their saber rattling. Appeasement only results in confirming that threats work to get you to comply, after all.
If anything, the current increase in combat was a wakeup call that "Wandel durch Handel" was a total failure with regards to Russia. For decades, belief in "Change through Trade" constrained possible actions to ensure safety and wellbeing of EU citizens, against belligerent who was all too happy to manipulate energy access to cause issues. Not to mention significant portion of the fossil fuels from Russia... flowed through Ukraine.
So if anything, diversification from Russian gas was at most ripping the bandaid out, something that should have been initiated at latest in 2014 (when it was proposed by Poland), but it was not the first attempt to do so. Pity it took 8 year war kicking into higher gear for some to finally understand.
Or, as I think it would have been even better, have citizens vote independently with their wallets. I for example, don't buy Turkish products because I think Erdogan is a-hole and a dictator. But I don't have a problem with other people buying Turkish products. So you could pass a law where citizens would have the option do deny consuming Russian gas and opt for Caspian Sea natural gas, or LNG from Qatar or whatever and pay the appropriate price. Providers would sell them gas from their preferred source and everyone would be happy.
And happily would manipulate supply and prices to apply pressure on the government policy.
So you have to ask yourself, is temporarily cheap gas worth losing the ability to decide for yourself? To provide the best for your citizens?
Otherwise we could just do away with the whole overhead of democracy.